Re: [amibroker] Average and Standard Deviation for all data

[Steve Wong <swstevewong38@xxxxxxxxx>]

Hi

 

Wrting out the value of  the _expression_ BarsSince(NOT(IsNull(Calc1))) , the value is constant 0.

 

SetBarsRequired(-2,-2);
Calc1 = C - MA(C,30);
Mean = Cum(Calc1) / Cum(1);

SumOfSquare = Cum( (Calc1 - mean) * (Calc1 - mean));
Std  = sqrt(SumOfSquare/ BarCount) ;

bars = BarsSince(NOT(IsNull(Calc1)));

"Bars = " + bars;
"Calc1 = " + Calc1;
"Mean = " + Mean;
"Std = " + Std;

There's also AFL function StDev(Array,Periods),  however, when I try Std = StDev(Calc1,BarCount), the result is 0.

 

But I don't know why.

 

Rds

SW

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From: pmxgs <pmxgs@xxxxxxxxxx>
To: amibroker@xxxxxxxxxxxxxxx
Sent: Saturday, April 11, 2009 3:48:45 AM
Subject: [amibroker] Average and Standard Deviation for all data

Hi,

I would like to calculate the average and standard deviation for all the data available in an array.
For example:

calc1=C-ma(C, 30);

I would like now to calculate an average and std. dev. of calc1 which gets updated as new bars appears.
This average and std. dev. include all the available data.

I have tried MA(calc1,barssince( not(isnull( calc1)))) ; but it doesn't work.

Any suggestions?

thanks

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